+93.1%
FOXA vs ELV
+24.6%
+68.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.5% | -2.2% | +2.8% |
| 7D | +0.8% | +2.8% | -2.0% | +0.5% |
| 30D | +5.0% | +4.9% | +0.1% | +4.6% |
| 3M | -3.0% | +4.9% | -7.9% | -3.6% |
| 6M | +14.8% | +45.1% | -30.3% | +11.2% |
| YTD | -8.9% | +20.7% | -29.6% | -10.5% |
| 1Y | +13.3% | +35.0% | -21.7% | +10.0% |
| 3Y | +115.4% | -2.4% | +117.8% | +113.9% |
| All | +93.1% | +24.6% | +68.6% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ELV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling